+73.6%
IWF vs HDB
-38.7%
+112.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +0.5% | -4.9% | +5.4% | +2.0% |
| 30D | -1.4% | -5.8% | +4.5% | +0.3% |
| 3M | +0.4% | -5.2% | +5.6% | +1.4% |
| 6M | +8.5% | -25.7% | +34.2% | +17.6% |
| YTD | +3.7% | -39.6% | +43.2% | +19.6% |
| 1Y | +8.5% | -36.9% | +45.4% | +23.2% |
| 3Y | +78.5% | -29.7% | +108.3% | +92.0% |
| 5Y | +73.6% | -37.8% | +111.4% | +87.3% |
| All | +73.6% | -38.7% | +112.4% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling